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We prove a quadratic sparse domination result for general non-integral square functions $S$. That is, we prove an estimate of the form \begin{equation*} \int_{M} (S f)^{2} g \, \mathrm{d}\mu \le c \sum_{P \in \mathcal{S}}…

Classical Analysis and ODEs · Mathematics 2023-11-07 Julian Bailey , Gianmarco Brocchi , Maria Carmen Reguera

In this paper we study the following problem: for a given bounded positive function $f$ on a filtered probability space can we find another function (a multiplier) $m$, $0\le m\le 1$, such that the function $mf$ is not ``too small'' but its…

Probability · Mathematics 2023-09-08 Anton Tselishchev

Let $\alpha:[0,1]\to [0,1]$ be a measurable function. It was proved by P. Marchal \cite{Mar15} that the function $$ \phi^{(\alpha)}(\lambda):=\exp\left[ \int_0^1\frac{\lambda-1}{1+(\lambda-1)x}\,\alpha(x)\,d x \right],\quad \lambda>0 $$ is…

Probability · Mathematics 2016-11-23 Chang-Song Deng , René L. Schilling

For a real-valued non-negative and log-concave function we introduce a notion of difference function; the difference function represents a functional analog on the difference body of a convex body. We prove a sharp inequality which bounds…

Metric Geometry · Mathematics 2007-05-23 Andrea Colesanti

Let $\mathcal{N}\mathcal{F}$ be the class of smooth non-flat curves near the origin and near infinity previously introduced by the second author and let $\gamma\in\mathcal{N}\mathcal{F}$. We show - via a unifying approach relative to the…

Classical Analysis and ODEs · Mathematics 2020-06-08 Alejandra Gaitan , Victor Lie

We show that a function $ f $ of bounded variation satisfies $$ \Var Mf \leq C \Var f $$ where $ Mf $ is the centered Hardy-Littlewood maximal function of $ f $. Consequently, the operator $ f \mapsto (Mf)' $ is bounded from $ W^{1,1}(R) $…

Classical Analysis and ODEs · Mathematics 2019-07-17 Ondřej Kurka

The paper is devoted to two-weight estimates for the fractional maximal operators $\mathcal{M}^\alpha$ on general probability spaces equipped with a tree-like structure. For given $1<p\leq q<\infty$, we study the sharp universal upper bound…

Probability · Mathematics 2025-01-08 Rodrigo Bañuelos , Adam Osękowski

In the problem of optimal investment with utility function defined on $(0,\infty)$, we formulate sufficient conditions for the dual optimizer to be a uniformly integrable martingale. Our key requirement consists of the existence of a…

Mathematical Finance · Quantitative Finance 2017-01-31 Dmitry Kramkov , Kim Weston

In this paper we solve an open problem concerning the characterization of those measurable sets $\Omega\subset \mathbb{R}^{2d}$ that, among all sets having a prescribed Lebesgue measure, can trap the largest possible energy fraction in…

Classical Analysis and ODEs · Mathematics 2022-09-19 Fabio Nicola , Paolo Tilli

We study pointwise convergence of the fractional Schr\"odinger means along sequences $t_n$ which converge to zero. Our main result is that bounds on the maximal function $\sup_{n} |e^{it_n(-\Delta)^{\alpha/2}} f| $ can be deduced from those…

Classical Analysis and ODEs · Mathematics 2022-07-20 Chu-Hee Cho , Hyerim Ko , Youngwoo Koh , Sanghyuk Lee

This is the final part of a series of papers where we study perturbations of divergence form second order elliptic operators $-\operatorname{div} A \nabla$ by first and zero order terms, whose complex coefficients lie in critical spaces,…

Analysis of PDEs · Mathematics 2023-02-07 Simon Bortz , Steve Hofmann , José Luis Luna Garcia , Svitlana Mayboroda , Bruno Poggi

We study the two-times differentiability of the value functions of the primal and dual optimization problems that appear in the setting of expected utility maximization in incomplete markets. We also study the differentiability of the…

Probability · Mathematics 2008-12-10 Dmitry Kramkov , Mihai S\^{ı}rbu

Let $m,n\in\mathbb{N}$ and $p\in(0,\infty)$. For a finite dimensional quasi-normed space $X=(\mathbb{R}^m, \|\cdot\|_X)$, let $$B_p^n(X) = \Big\{ (x_1,\ldots,x_n)\in\big(\mathbb{R}^{m}\big)^n: \ \sum_{i=1}^n \|x_i\|_X^p \leq 1\Big\}.$$ We…

Metric Geometry · Mathematics 2019-09-10 Alexandros Eskenazis

Let $\{T_t\}_{t>0}$ be a strongly continuous semigroup of positive contractions on $L_p(X,\mu)$ with $1<p<\infty$. Let $E$ be a UMD Banach lattice of measurable functions on another measure space $(\Omega,\nu)$. For $f\in L_p(X; E)$ define…

Functional Analysis · Mathematics 2014-05-27 Quanhua Xu

In this paper, we derive new properties of the Mertens function and discuss a likely upper bound of the absolute value of the Mertens function $\sqrt{\log{x!}}>|M(x)|$ when $x>1$. Using this likely bound we show that we have a sufficient…

General Mathematics · Mathematics 2021-04-19 Darrell Cox , Sourangshu Ghosh , Eldar Sultanow

A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…

Probability · Mathematics 2014-08-15 Bruce Hajek

We study the size of the set of points where the $\alpha$-divided difference of a function in the H\"older class $\Lambda_\alpha$ is bounded below by a fixed positive constant. Our results are obtained from their discrete analogues which…

Classical Analysis and ODEs · Mathematics 2019-05-14 Pavel Mozolyako , Artur Nicolau

Let $0 \leq \alpha<n$ and $b$ be the locally integrable function. In this paper, we consider the maximal commutator of fractional maximal function $M_{b,\alpha}$ and the nonlinear commutator of fractional maximal function $[b, M_{\alpha}]$…

Functional Analysis · Mathematics 2024-08-21 Heng Yang , Jiang Zhou

We study the elliptic maximal functions defined by averages over ellipses and rotated ellipses which are multi-parametric variants of the circular maximal function. We prove that those maximal functions are bounded on $L^p$ for some $p\neq…

Classical Analysis and ODEs · Mathematics 2024-09-25 Juyoung Lee , Sanghyuk Lee , Sewook Oh

Let $\Omega \subset \mathbb{R}^d$, $d \geq 2$, be a bounded convex domain and $f\colon \Omega \to \mathbb{R}$ be a non-negative subharmonic function. In this paper we prove the inequality \[ \frac{1}{|\Omega|}\int_\Omega f(x)\,dx \leq…

Classical Analysis and ODEs · Mathematics 2020-05-25 Simon Larson